+150,137.3%
KLAC vs NI
+5,096.4%
+145,040.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +2.5% | -0.6% | +3.0% | +2.7% |
| 30D | -11.5% | -1.4% | -10.1% | -11.0% |
| 3M | -16.9% | -10.6% | -6.4% | -13.5% |
| 6M | +22.2% | -9.9% | +32.1% | +26.6% |
| YTD | +46.4% | +1.2% | +45.2% | +45.1% |
| 1Y | +91.0% | +4.4% | +86.6% | +86.9% |
| 3Y | +264.6% | +68.6% | +196.0% | +191.2% |
| 5Y | +430.6% | +98.0% | +332.6% | +292.3% |
| 10Y | +2,889.3% | +143.6% | +2,745.7% | +1,897.7% |
| All | +150,137.3% | +5,096.4% | +145,040.9% | +36,845.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling